upclass (version 2.0)

Aitken: Aitken Acceleration

Description

Calculates the Aitken acceleration estimate of the final converged maximized log-likelihood.

Usage

Aitken(ll)

Arguments

ll

A vector of three consecutive log-likelihood values

Value

ll

The most current estimate for the log-likelihood

linf

An estimate of the final converged maximized log-likelihood

a

The Aitken acceleration value where 0 <= a="" <="1

Details

The final converged maximized log-likelihood can be used to determine convergence, i.e., for use in determining convergence of the EM algorithm. It can be used alongside other functions in the upclass package to decide whether or not the log-likelihood has converged.

References

Boehning, D., Dietz, E., Schaub, R., Schlattmann, and Lindsay, B. (1994, June). The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family. Annals of the Institute of Statistical Mathematics 46 (2), 373-388.

See Also

upclassifymodel, noupclassifymodel.

Examples

ll<-c(-261, -257.46,-256.4)
Aitken(ll)